If you don't have a Product config, create it with "New->Other..." and choose "Plug-in Development->Product Configuration"

If you are going to build for more than your own target platform, you need to go to Preferences->Plug-in Development->Target Platform and uncheck "Build target platform based on the target's installed plug-ins"

In the product editor under "Configuration" add the launcher platforms your going to build, for example: org.eclipse.equinox.launcher.win32.win32.x86 and org.eclipse.equinox.launcher.gtk.linux.x86

If you are using the Help-system in your RCP application you also need to add org.apache.lucene, org.eclipse.help.appserver, org.eclipse.help.base, org.eclipse.help.ui, org.eclipse.help.webapp, org.eclipse.tomcat and org.eclipse.ui.form

Always press the "Add Required Plug-ins" after you have added a plugin in the product Configuration

If you also want to bundle the JRE, in the product editor go to the Launching-tab and check "Java Runtime Environment" for the different target platforms (warning! the product will grow A LOT)